PCA Index Dashboard Examples#
This script was last run at 2024-03-25 19:49:20.331175+00:00 (UTC)
In US/Central Time, this is 2024-03-25 14:49:20.331175-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.896940 | -0.474606 | 0.086233 | -0.008859 | 0.545228 | 0.254478 |
| 1997-01-03 | -0.885230 | -0.474606 | -0.155573 | 0.006649 | 0.744817 | 0.205312 |
| 1997-01-06 | -0.881327 | -0.474606 | -0.064144 | -0.016613 | 0.777696 | 0.269265 |
| 1997-01-07 | -0.881327 | -0.453786 | -0.129107 | -0.047629 | 0.837325 | 0.382897 |
| 1997-01-08 | -0.893036 | -0.453786 | -0.022038 | -0.086398 | 0.785358 | 0.496136 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-18 | -0.869617 | -1.473968 | -0.733021 | 1.650488 | 0.714262 | 0.682696 |
| 2024-03-19 | -0.881327 | -1.463558 | -0.794375 | 1.658242 | 0.738838 | 0.558592 |
| 2024-03-20 | -0.865714 | -1.401098 | -0.888210 | 1.720274 | 0.828011 | 0.465811 |
| 2024-03-21 | -0.900843 | -1.432328 | -0.902646 | 1.728028 | 0.836632 | 0.472552 |
| 2024-03-22 | -0.889133 | -1.453148 | -0.885804 | 1.728028 | 0.764195 | 0.472552 |
7193 rows × 6 columns
pc1
DATE
1997-01-02 -0.577315
1997-01-03 -0.683436
1997-01-06 -0.666346
1997-01-07 -0.702709
1997-01-08 -0.672383
...
2024-03-18 -1.564379
2024-03-19 -1.572084
2024-03-20 -1.596226
2024-03-21 -1.626239
2024-03-22 -1.607368
Name: PC1, Length: 7193, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()